313,348 research outputs found

    Parametric oscillator tuning curve from observations of total parametric fluorescence

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    Measurements of total emitted parametric fluorescence power are presented and used to fix one point on the predicted tuning curve of a parametric oscillator. The method is particularly useful for predicting the tuning curve of infrared pumped parametric oscillators. Experimental results, which verify the usefulness of the technique in a 1.06-μ-pumped oscillator, are presented

    An Econometric Analysis of the Hungarian Sovereign Yield Curve

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    This paper analyses the Hungarian sovereign yield curve via econometric methods. First I apply Principal Component Analysis (PCA) on my panel data consisting of zero coupon interest rates derived from government bond trading. This decomposition of the yield curve highlights important relationsips between identified factors and metrics of the term structure shape. As a second step, I implement a semi non-parametric model, as suggested by Gallant and Tauchen (1996). This way, one can understand governing processes of the sovereign yield curve without making arbitrary parametric assumptions. My empirical findings support statistical similarities between the Hungarian yield curve and, in the literature most often analysed, US term structure.term structure of interest rates, principal component analysis, semi non-parametric modelling

    The Construction of Curves and Surfaces Using Numerical Optimization Techniques

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    Numerical optimization techniques are playing an increasing role in curve and surface construction. Often difficult problems in curve and surface construction, especially when some aspect of shape control is involved, can be phrased as a constrained optimization problem. Four such classes of problems are explored: parametric curve fitting with non-linear shape constraints; explicit surface fitting with linear shape constraints; surface fitting to scattered data giving rise to ill-posed problems; finally, variable knot problems. In each of these problems there is a nonlinear aspect: either the shape of the curve or surface is important for manufacturing or engineering reasons or the shape affects the convergence of numerical algorithms which use the curve or surface or the placement of knots affects the accuracy of the fits. In all cases the class of functions used is that of parametric spline curves and tensor or direct product spline surfaces. The reason for choosing this class is that splines provide flexible models that are easily evaluated and stored. Furthermore, the B-spline representation of splines leads to convenient expressions for shape control over regions
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